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A novel and efficient stochastic collocation method for estimating failure probability function in one-dimensional reduced space

JOURNAL ARTICLE published July 2024 in Computers & Structures

Research funded by National Natural Science Foundation of China (12272300,52075442,12302154)

Authors: Zhuangbo Chen | Zhenzhou Lu | Kaixuan Feng | Hengchao Li | Yuhua Yan

Measures of Sample Skewness and Kurtosis for AR (1) Model with Missing Data with Applications in Economic Data

JOURNAL ARTICLE published 1 May 2024 in Journal of Statistics Applications & Probability

Decentralized decision making over random graphs for space domain awareness

JOURNAL ARTICLE published May 2024 in Advances in Space Research

Research funded by National Science Foundation (DGE 1650115)

Authors: Samuel Fedeler | Marcus Holzinger | William Whitacre

A generalization of Bondy’s pancyclicity theorem

JOURNAL ARTICLE published 17 April 2024 in Combinatorics, Probability and Computing

Authors: Nemanja Draganić | David Munhá Correia | Benny Sudakov

Random vector functional link networks for function approximation on manifolds

JOURNAL ARTICLE published 17 April 2024 in Frontiers in Applied Mathematics and Statistics

Research funded by National Science Foundation (1909457,2011140,2108479) | Simons Foundation (fellowship)

Authors: Deanna Needell | Aaron A. Nelson | Rayan Saab | Palina Salanevich | Olov Schavemaker

A Cyclic Random Motion in $$mathbb {R}^3$$ Driven by Geometric Counting Processes

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by Gruppo Nazionale per il Calcolo Scientifico (E55F22000270001) | PRIN 2022 PNRR (P2022XSF5H)

Authors: Antonella Iuliano | Gabriella Verasani

Antithetic multilevel particle filters

JOURNAL ARTICLE published 16 April 2024 in Advances in Applied Probability

Authors: Ajay Jasra | Mohamed Maama | Hernando Ombao

Some mathematical properties of the premium function and ruin probability of a generalized Cramér–Lundberg model driven by mixed poisson processes

JOURNAL ARTICLE published 12 April 2024 in Japan Journal of Industrial and Applied Mathematics

Authors: Masashi Tomita | Koichiro Takaoka | Motokazu Ishizaka

The limiting spectral distribution of large random permutation matrices

JOURNAL ARTICLE published 12 April 2024 in Journal of Applied Probability

Authors: Jianghao Li | Huanchao Zhou | Zhidong Bai | Jiang Hu

Sharp coefficient inequalities of starlike functions connected with secant hyperbolic function

JOURNAL ARTICLE published 12 April 2024 in Journal of Inequalities and Applications

Authors: Mohsan Raza | Khadija Bano | Qin Xin | Fairouz Tchier | Sarfraz Nawaz Malik

Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by China MOE Youth project of the Humanity and Social Science research foundation (19YJC790150) | National 111 Project of China (B17050)

Authors: Xiao Wei | Xingchi Gu

On Scheduled Space-Time Convergence: Sliding Mode Control Through the Scheduled Time Function

JOURNAL ARTICLE published 8 April 2024 in International Journal of Control, Automation and Systems

Authors: Weixiang Liu | Yutong Sun | Haifeng Ma | Zhenhua Xiong | Zhanqiang Liu | Yangmin Li

The Valuation at Origination of Mortgages with Full Prepayment and Default Risks

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by National Natural Science Foundation of China (12301609,11771320,12071335)

Authors: Congjin Zhou | Guojing Wang | Yinghui Dong | Pin Wang

What Is the Probability That a Random Symmetric Tensor Is Close to Rank-One?

JOURNAL ARTICLE published 30 June 2024 in SIAM Journal on Applied Algebra and Geometry

Authors: Alberto Cazzaniga | Antonio Lerario | Andrea Rosana

Buffon’s problem determines Gaussian curvature in three geometries

JOURNAL ARTICLE published 8 April 2024 in Journal of Applied Probability

Authors: Aizelle Abelgas | Bryan Carrillo | John Palacios | David Weisbart | Adam M. Yassine

A Discrete Version of the Half-Logistic Distribution Based on the Mimicking of the Probability Density Function

JOURNAL ARTICLE published 6 April 2024 in Journal of the Indian Society for Probability and Statistics

Research funded by Ministero dell’Università e della Ricerca (20225PC98R)

Authors: Alessandro Barbiero | Asmerilda Hitaj

Coherent distributions on the square–extreme points and asymptotics

JOURNAL ARTICLE published 5 April 2024 in Journal of Applied Probability

Authors: Stanisław Cichomski | Adam Osękowski

Super-replication of life-contingent options under the Black–Scholes framework

JOURNAL ARTICLE published 5 April 2024 in Journal of Applied Probability

Authors: Ze-An Ng | You-Beng Koh | Tee-How Loo | Hailiang Yang

Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by National Natural Science Foundation of China (71971189)

Authors: Fan Xu | Ruiling Tian | Qi Shao

Random depolarization film design based on modulation transfer function measurements of displays with different pixel pitches

JOURNAL ARTICLE published 10 April 2024 in Applied Optics

Authors: Shizuki Sasaki | Kenichiro Masaoka | Yasuhiro Koike